Nikolay Gospodinov

Available identifiers

zbMath Open gospodinov.nikolayMaRDI QIDQ295709

List of research outcomes

Publication	Date of Publication	Type
On the Factor Structure of Bond Returns	2022-07-11	Paper
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models	2022-03-09	Paper
Multivariate Return Decomposition: Theory and Implications	2022-03-04	Paper
Generalized aggregation of misspecified models: with an application to asset pricing	2021-03-24	Paper
Unit Roots, Cointegration, and Pretesting in Var Models	2020-07-10	Paper
Spurious Inference in Reduced-Rank Asset-Pricing Models	2019-02-01	Paper
Market consistent valuations with financial imperfection	2018-06-13	Paper
Simulated minimum distance estimation of dynamic models with errors-in-variables	2017-08-24	Paper
Local GMM estimation of time series models with conditional moment restrictions	2017-05-12	Paper
Chi-squared tests for evaluation and comparison of asset pricing models	2017-05-12	Paper
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root	2016-06-13	Paper
Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors	2011-06-16	Paper
Methods for Estimation and Inference in Modern Econometrics	2011-05-19	Paper
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS	2011-04-27	Paper
Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions	2010-10-11	Paper
Modeling Financial Return Dynamics via Decomposition	2010-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q5308561	2007-09-28	Paper
Asymptotic confidence intervals for impulse responses of near‐integrated processes	2005-07-04	Paper
ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS	2005-05-23	Paper
Median unbiased forecasts for highly persistent autoregressive processes	2003-04-09	Paper
https://portal.mardi4nfdi.de/entity/Q3939354	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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